The quality of the sound you hear in MIDI
is very dependent on your soundcard as it uses the on-board midi
synth. (Other types of sound file such as mp3 or real audio are
played as a waveform, which is much less soundcard dependent).

You can
get an alternative way of playing midi files for very little cost
using the Yamaha Soft synth. It's free trial for 3 months, then
you have to register if you want to keep it.